Long Memory Affine Term Structure Models
Paolo Zaffaroni has a summa cum laude degree in economic statistics from Roma and holds a PhD in Econometrics from the London School of Economics.
Event information | |
---|---|
Date | 1 May 2013 |
Time | 13:00-14:00 (Timezone: Europe/London) |
Venue | ICMA Centre, Room G03/04 |
Event types: |
He is Professor in Financial Econometrics at Imperial College Business School. Paolo's main research interests are financial econometrics and econometric theory as well as risk management and asset allocation. His publications include The Annals of Statistics, The Journal of Econometrics, The Journal of Time Series Analysis, The Journal of Empirical Finance, The Journal of Monetary Economics and Econometric Theory.
You might also like
Finance Research Webinar by Dr. Fahad Saleh
30 April 2025
·
Research Seminars
Webinars
Dr. Saleh will present a paper titled: “An Economic Model of the L1-L2 Interaction" which is joint work with Cam Harvey (Duke) and Ruslan Sverchkov (Warwick).
Finance Research Seminar by Dr. Monika Tarsalewska
7 May 2025
·
Research Seminars
Dr. Monika Tarsalewska is a Senior Lecturer in Finance at the University of Exeter. She is also the Deputy Director of Exeter Sustainable Finance Centre.
Finance Research Seminar by Prof. Patrick Gagliardini
14 May 2025
·
Research Seminars
Prof. Patrick Gagliardini is Professor of Econometrics and Vice-Rector for Research at the Università della Svizzera Italiana (USI). He has also previously served there as Dean of the Faculty of Economics.
This site uses cookies to improve your user experience. By using this site you agree to these cookies being set. You can read more about what cookies we use here. If you do not wish to accept cookies from this site please either disable cookies or refrain from using the site.